jonhue / soco

Algorithms for Smoothed Online Convex Optimization

Home Page:https://jonhue.github.io/soco

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Offline Algorithms

jonhue opened this issue · comments

  • convex optimization
    • optimality proof (norm is convex)
      => local optimization, subgradient method (if not-differentiable), gradient method (if differentiable)
  • uni-dimensional
    • backward-recurrent capacity provisioning
    • optimal integral algorithm
  • multi-dimensional
    • optimal integral algorithm
      • relation to optimal uni-dimensional algorithm
    • integral approximation algorithms
      • generalization of Kappelmann's uni-dimensional approximation algorithms